External co-administrator accounts receive warnings and errors when they work with Azure Key Vault

Symptoms

An external user is made a co-administrator of a tenant and is tasked with creating a new Azure Key Vault. However, that user receives the following warning when the vault is created:

PS C:\> New-AzureRmKeyVault -VaultName <Key_Vault_Name> -ResourceGroupName <Resource_Group> -Location <Region>
WARNING: The usage of Tag parameter in this cmdlet will be modified in a future release. This will impact creating,
updating and appending tags for Azure resources. For more details about the change, please visit https://github.com/Azure/azure-powershell/issues/726#issuecomment-213545494
WARNING: Guest users are not allowed to perform this action.

Vault Name : <Key_Vault_Name>
Resource Group Name : <Resource_Group>
Location : <Region>
Resource
ID : /subscriptions/<SubscriptionID>/resourceGroups/<Resource_Group>/providers/Microsoft.KeyVault/vaults/<Key_Vault_Name>
Vault URI : https://

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